+67.6%
AEP vs SNAP
-92.8%
+160.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | -0.2% |
| 7D | +1.8% | +0.7% | +1.1% | +1.8% |
| 30D | -0.8% | +2.6% | -3.4% | -0.8% |
| 3M | -1.8% | -9.9% | +8.1% | -1.8% |
| 6M | -5.4% | +1.9% | -7.2% | -5.3% |
| YTD | +10.4% | -32.2% | +42.7% | +10.4% |
| 1Y | +18.2% | -22.8% | +41.0% | +18.1% |
| 3Y | +79.0% | -47.6% | +126.6% | +78.3% |
| All | +67.6% | -92.8% | +160.4% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling